-20.1%
PDD vs IBKR
+283.5%
-303.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -4.6% | -3.8% | -0.8% | -4.0% |
| 30D | -14.0% | -0.3% | -13.7% | -14.1% |
| 3M | -4.9% | +4.8% | -9.6% | -6.1% |
| 6M | -25.8% | +30.8% | -56.6% | -29.7% |
| YTD | -31.4% | +39.5% | -70.8% | -35.6% |
| 1Y | -37.6% | +43.7% | -81.2% | -41.6% |
| All | -20.1% | +283.5% | -303.6% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IBKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling